CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7605 |
0.7562 |
-0.0043 |
-0.6% |
0.7618 |
| High |
0.7605 |
0.7562 |
-0.0043 |
-0.6% |
0.7621 |
| Low |
0.7578 |
0.7536 |
-0.0042 |
-0.6% |
0.7539 |
| Close |
0.7582 |
0.7549 |
-0.0034 |
-0.4% |
0.7604 |
| Range |
0.0028 |
0.0027 |
-0.0001 |
-3.6% |
0.0082 |
| ATR |
0.0031 |
0.0033 |
0.0001 |
3.4% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
180 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7615 |
0.7563 |
|
| R3 |
0.7602 |
0.7588 |
0.7556 |
|
| R2 |
0.7575 |
0.7575 |
0.7553 |
|
| R1 |
0.7562 |
0.7562 |
0.7551 |
0.7555 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7545 |
| S1 |
0.7535 |
0.7535 |
0.7546 |
0.7529 |
| S2 |
0.7522 |
0.7522 |
0.7544 |
|
| S3 |
0.7496 |
0.7509 |
0.7541 |
|
| S4 |
0.7469 |
0.7482 |
0.7534 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7801 |
0.7649 |
|
| R3 |
0.7752 |
0.7719 |
0.7626 |
|
| R2 |
0.7670 |
0.7670 |
0.7619 |
|
| R1 |
0.7637 |
0.7637 |
0.7611 |
0.7612 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7576 |
| S1 |
0.7555 |
0.7555 |
0.7596 |
0.7530 |
| S2 |
0.7506 |
0.7506 |
0.7588 |
|
| S3 |
0.7424 |
0.7473 |
0.7581 |
|
| S4 |
0.7342 |
0.7391 |
0.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7621 |
0.7536 |
0.0085 |
1.1% |
0.0037 |
0.5% |
15% |
False |
True |
34 |
| 10 |
0.7643 |
0.7536 |
0.0107 |
1.4% |
0.0028 |
0.4% |
12% |
False |
True |
22 |
| 20 |
0.7675 |
0.7536 |
0.0139 |
1.8% |
0.0023 |
0.3% |
9% |
False |
True |
16 |
| 40 |
0.7841 |
0.7536 |
0.0305 |
4.0% |
0.0020 |
0.3% |
4% |
False |
True |
15 |
| 60 |
0.7857 |
0.7536 |
0.0321 |
4.3% |
0.0018 |
0.2% |
4% |
False |
True |
13 |
| 80 |
0.7857 |
0.7536 |
0.0321 |
4.3% |
0.0018 |
0.2% |
4% |
False |
True |
12 |
| 100 |
0.7857 |
0.7536 |
0.0321 |
4.3% |
0.0017 |
0.2% |
4% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7675 |
|
2.618 |
0.7631 |
|
1.618 |
0.7605 |
|
1.000 |
0.7589 |
|
0.618 |
0.7578 |
|
HIGH |
0.7562 |
|
0.618 |
0.7552 |
|
0.500 |
0.7549 |
|
0.382 |
0.7546 |
|
LOW |
0.7536 |
|
0.618 |
0.7519 |
|
1.000 |
0.7509 |
|
1.618 |
0.7493 |
|
2.618 |
0.7466 |
|
4.250 |
0.7423 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7549 |
0.7573 |
| PP |
0.7549 |
0.7565 |
| S1 |
0.7549 |
0.7557 |
|